Work

Performance Measurement in a Downside Risk Framework

Year: 1994

Type: article

Source: The Journal of Investing

DOI: 10.3905/joi.3.3.59

Authors: Frank A. Sortino, Lee N. Price

Institutions: University of Oregon, San Francisco State University, Shell (Netherlands), University of California, Berkeley, Stanford University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2148654185

FWCI: 0.689

Cites: 2

Cited by: 898

Related to: 10